
RLS Wiener FIR Predictor and Filter Based on Innovation Approach in Linear Discrete-Time Stochastic Systems
Author(s) -
Seiichi Nakamori
Publication year - 2017
Publication title -
frontiers in signal processing
Language(s) - English
Resource type - Journals
eISSN - 2521-7380
pISSN - 2521-7372
DOI - 10.22606/fsp.2017.12001
Subject(s) - wiener filter , finite impulse response , discrete time and continuous time , mathematics , computer science , econometrics , statistics , algorithm